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Wrong timestamps in depth data for F&O

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    Since 06 January 2025 (Monday), I have been observing wrong exchange timestamps in the market data for Futures and Options. Here is an exact example of the issue:

     seq    exch_time   ltp ltq   ttq   tbq  buy_p sell_p   tsq

    1 3624059 09:33:04.000 261.8 75 15525 17825 260.85 261.80 13975
    2 3624061 09:33:04.054 261.8 75 15525 17825 260.85 261.80 13975
    3 3624065 09:33:04.000 261.8 75 15525 17825 260.85 261.80 13975
    4 3624777 09:33:04.252 261.8 75 15525 17825 260.85 261.80 13975

    As you can see there are repeated ticks of exchange time 09:33:04. Exchange times seem to be out of order. It seems that repeated ticks are being sent with non zero millisecond part. It seems to be a bug that has been recently introduced. This will obviously also cause unnecessary bandwidth costs on your end too. So I request you to resolve this ASAP.

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